Abstract:In any realization of an autoregressive time series there exist a few observations having a noticeable feature: they express the useful properties of the time series and, therefore, they represent the entire process. Such representative observations (or, simply, representatives) can be determined by an optimization procedure, provided that the absolute value criterion is used instead of the customary least squares. To achieve this, a special kind of optimization operator (optimator) which generate the paramete… Show more
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